| Trading Metrics calculated at close of trading on 27-Mar-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Mar-2009 |
27-Mar-2009 |
Change |
Change % |
Previous Week |
| Open |
2,085.0 |
2,084.0 |
-1.0 |
0.0% |
2,004.0 |
| High |
2,108.0 |
2,095.0 |
-13.0 |
-0.6% |
2,108.0 |
| Low |
2,058.0 |
2,025.0 |
-33.0 |
-1.6% |
1,997.0 |
| Close |
2,083.0 |
2,040.0 |
-43.0 |
-2.1% |
2,040.0 |
| Range |
50.0 |
70.0 |
20.0 |
40.0% |
111.0 |
| ATR |
80.6 |
79.8 |
-0.8 |
-0.9% |
0.0 |
| Volume |
1,196,986 |
1,149,616 |
-47,370 |
-4.0% |
6,770,739 |
|
| Daily Pivots for day following 27-Mar-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,263.3 |
2,221.7 |
2,078.5 |
|
| R3 |
2,193.3 |
2,151.7 |
2,059.3 |
|
| R2 |
2,123.3 |
2,123.3 |
2,052.8 |
|
| R1 |
2,081.7 |
2,081.7 |
2,046.4 |
2,067.5 |
| PP |
2,053.3 |
2,053.3 |
2,053.3 |
2,046.3 |
| S1 |
2,011.7 |
2,011.7 |
2,033.6 |
1,997.5 |
| S2 |
1,983.3 |
1,983.3 |
2,027.2 |
|
| S3 |
1,913.3 |
1,941.7 |
2,020.8 |
|
| S4 |
1,843.3 |
1,871.7 |
2,001.5 |
|
|
| Weekly Pivots for week ending 27-Mar-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,381.3 |
2,321.7 |
2,101.1 |
|
| R3 |
2,270.3 |
2,210.7 |
2,070.5 |
|
| R2 |
2,159.3 |
2,159.3 |
2,060.4 |
|
| R1 |
2,099.7 |
2,099.7 |
2,050.2 |
2,129.5 |
| PP |
2,048.3 |
2,048.3 |
2,048.3 |
2,063.3 |
| S1 |
1,988.7 |
1,988.7 |
2,029.8 |
2,018.5 |
| S2 |
1,937.3 |
1,937.3 |
2,019.7 |
|
| S3 |
1,826.3 |
1,877.7 |
2,009.5 |
|
| S4 |
1,715.3 |
1,766.7 |
1,979.0 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,108.0 |
1,997.0 |
111.0 |
5.4% |
71.0 |
3.5% |
39% |
False |
False |
1,354,147 |
| 10 |
2,108.0 |
1,912.0 |
196.0 |
9.6% |
66.8 |
3.3% |
65% |
False |
False |
1,271,639 |
| 20 |
2,108.0 |
1,693.0 |
415.0 |
20.3% |
77.6 |
3.8% |
84% |
False |
False |
677,546 |
| 40 |
2,304.0 |
1,693.0 |
611.0 |
30.0% |
74.5 |
3.7% |
57% |
False |
False |
341,108 |
| 60 |
2,562.0 |
1,693.0 |
869.0 |
42.6% |
77.9 |
3.8% |
40% |
False |
False |
228,550 |
| 80 |
2,562.0 |
1,693.0 |
869.0 |
42.6% |
79.9 |
3.9% |
40% |
False |
False |
174,106 |
| 100 |
2,725.0 |
1,693.0 |
1,032.0 |
50.6% |
87.4 |
4.3% |
34% |
False |
False |
139,677 |
| 120 |
3,000.0 |
1,693.0 |
1,307.0 |
64.1% |
90.4 |
4.4% |
27% |
False |
False |
116,632 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,392.5 |
|
2.618 |
2,278.3 |
|
1.618 |
2,208.3 |
|
1.000 |
2,165.0 |
|
0.618 |
2,138.3 |
|
HIGH |
2,095.0 |
|
0.618 |
2,068.3 |
|
0.500 |
2,060.0 |
|
0.382 |
2,051.7 |
|
LOW |
2,025.0 |
|
0.618 |
1,981.7 |
|
1.000 |
1,955.0 |
|
1.618 |
1,911.7 |
|
2.618 |
1,841.7 |
|
4.250 |
1,727.5 |
|
|
| Fisher Pivots for day following 27-Mar-2009 |
| Pivot |
1 day |
3 day |
| R1 |
2,060.0 |
2,065.0 |
| PP |
2,053.3 |
2,056.7 |
| S1 |
2,046.7 |
2,048.3 |
|